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Historical option data for HDFCBANK

29 Jun 2026 10:50 AM IST
HDFCBANK 28-Jul-2026 (27d) 800 CE
Delta: 0.56
Vega: 0.01
Theta: -0.45
Gamma: 0.00656
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 803.60 27.6 4.6 (20.00%) 26.28 10,130 1,159 22,536
25 Jun 796.30 23.5 1.5 (6.82%) 24.25 14,801 2,601 21,425
24 Jun 793.20 22.95 7.95 (53.00%) 25.07 14,397 2,518 18,782
23 Jun 774.65 15.4 -4.6 (-23.00%) 25.89 13,723 3,594 16,265
22 Jun 786.40 19.8 1.8 (10.00%) 24.66 9,091 3,715 12,666
19 Jun 779.80 18.3 -1.7 (-8.50%) 24.02 5,200 1,693 8,951
18 Jun 799.00 20.5 3.5 (20.59%) 16.57 9,322 -541 7,259
17 Jun 787.10 17 0 (0.00%) 19.82 2,596 479 7,796
16 Jun 784.90 16.95 0.95 (5.94%) 20.18 2,515 843 7,313
15 Jun 777.35 15.45 2.45 (18.85%) 21.38 6,233 2,186 6,471
12 Jun 772.45 13.45 5.45 (68.12%) 20.63 5,113 534 4,222
11 Jun 744.60 8.65 -0.35 (-3.89%) 23.68 2,099 650 3,689
10 Jun 746.85 9.3 1.3 (16.25%) 23.5 1,970 -190 3,027
9 Jun 738.35 8.25 0.25 (3.13%) 24.24 1,551 350 3,219
8 Jun 738.65 7.75 -2.25 (-22.50%) 23.8 1,696 704 2,872
5 Jun 747.05 9.95 -1.05 (-9.55%) 22.76 1,222 80 2,164
4 Jun 754.20 11.3 -0.7 (-5.83%) 22.47 655 62 2,081
3 Jun 753.65 11.7 1.7 (17.00%) 22.42 894 52 2,018
2 Jun 748.25 10.3 1.3 (14.44%) 22.16 1,055 33 1,966
1 Jun 742.70 9.2 -1.8 (-16.36%) 22.6 1,384 311 1,931
29 May 744.55 11.3 -3.7 (-24.67%) 22.8 1,443 655 1,620
27 May 758.65 15.4 -5.6 (-26.67%) 22.64 796 463 962
26 May 778.90 21.4 -4.6 (-17.69%) 20.74 158 35 498
25 May 786.85 27.25 6.25 (29.76%) 22.38 240 -58 465
22 May 766.80 21.25 2.25 (11.84%) 23.5 280 83 522
21 May 759.15 19.25 0.25 (1.32%) 24.89 288 25 439
20 May 759.50 19.5 -1.5 (-7.14%) 24.41 102 17 414
19 May 762.45 20.5 -1.5 (-6.82%) 24.4 29 7 396
18 May 768.65 22 0 (0.00%) 23.53 73 -1 389
15 May 767.50 21.8 -1.2 (-5.22%) 23.24 119 -10 392
14 May 769.55 23.8 5.8 (32.22%) 23.65 185 35 401
13 May 749.60 18.7 -0.3 (-1.58%) 0 91 33 366
12 May 750.45 18.3 -5.7 (-23.75%) 0 273 218 333
11 May 763.65 24 -5 (-17.24%) 0 85 59 115
8 May 780.85 29.2 -4.8 (-14.12%) 22.9 29 17 55
7 May 796.05 34 -2.5 (-6.85%) 20.61 21 8 39
6 May 796.55 37.95 12.8 (50.89%) 23.14 23 13 31
5 May 772.30 25.15 1.15 (4.79%) 21.82 12 9 19
4 May 779.40 24 -2.5 (-9.43%) 20.46 9 6 9
30 Apr 771.70 26.5 -10.2 (-27.79%) 21.76 3 2 2
29 Apr 779.00 0 0 - 0 0 0


For Hdfc Bank Ltd - strike price 800 expiring on 28JUL2026

Delta for 800 CE is 0.56

Historical price for 800 CE is as follows

On 29 Jun HDFCBANK was trading at 803.60. The strike last trading price was 27.6, which was 4.6 higher than the previous day. The implied volatity was 26.28, the open interest changed by 1159 which increased total open position to 22536


On 25 Jun HDFCBANK was trading at 796.30. The strike last trading price was 23.5, which was 1.5 higher than the previous day. The implied volatity was 24.25, the open interest changed by 2601 which increased total open position to 21425


On 24 Jun HDFCBANK was trading at 793.20. The strike last trading price was 22.95, which was 7.95 higher than the previous day. The implied volatity was 25.07, the open interest changed by 2518 which increased total open position to 18782


On 23 Jun HDFCBANK was trading at 774.65. The strike last trading price was 15.4, which was -4.6 lower than the previous day. The implied volatity was 25.89, the open interest changed by 3594 which increased total open position to 16265


On 22 Jun HDFCBANK was trading at 786.40. The strike last trading price was 19.8, which was 1.8 higher than the previous day. The implied volatity was 24.66, the open interest changed by 3715 which increased total open position to 12666


On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 18.3, which was -1.7 lower than the previous day. The implied volatity was 24.02, the open interest changed by 1693 which increased total open position to 8951


On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 20.5, which was 3.5 higher than the previous day. The implied volatity was 16.57, the open interest changed by -541 which decreased total open position to 7259


On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 19.82, the open interest changed by 479 which increased total open position to 7796


On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 16.95, which was 0.95 higher than the previous day. The implied volatity was 20.18, the open interest changed by 843 which increased total open position to 7313


On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 15.45, which was 2.45 higher than the previous day. The implied volatity was 21.38, the open interest changed by 2186 which increased total open position to 6471


On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 13.45, which was 5.45 higher than the previous day. The implied volatity was 20.63, the open interest changed by 534 which increased total open position to 4222


On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 8.65, which was -0.35 lower than the previous day. The implied volatity was 23.68, the open interest changed by 650 which increased total open position to 3689


On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 9.3, which was 1.3 higher than the previous day. The implied volatity was 23.5, the open interest changed by -190 which decreased total open position to 3027


On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 8.25, which was 0.25 higher than the previous day. The implied volatity was 24.24, the open interest changed by 350 which increased total open position to 3219


On 8 Jun HDFCBANK was trading at 738.65. The strike last trading price was 7.75, which was -2.25 lower than the previous day. The implied volatity was 23.8, the open interest changed by 704 which increased total open position to 2872


On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 9.95, which was -1.05 lower than the previous day. The implied volatity was 22.76, the open interest changed by 80 which increased total open position to 2164


On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 11.3, which was -0.7 lower than the previous day. The implied volatity was 22.47, the open interest changed by 62 which increased total open position to 2081


On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 11.7, which was 1.7 higher than the previous day. The implied volatity was 22.42, the open interest changed by 52 which increased total open position to 2018


On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 10.3, which was 1.3 higher than the previous day. The implied volatity was 22.16, the open interest changed by 33 which increased total open position to 1966


On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 9.2, which was -1.8 lower than the previous day. The implied volatity was 22.6, the open interest changed by 311 which increased total open position to 1931


On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 11.3, which was -3.7 lower than the previous day. The implied volatity was 22.8, the open interest changed by 655 which increased total open position to 1620


On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 15.4, which was -5.6 lower than the previous day. The implied volatity was 22.64, the open interest changed by 463 which increased total open position to 962


On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 21.4, which was -4.6 lower than the previous day. The implied volatity was 20.74, the open interest changed by 35 which increased total open position to 498


On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 27.25, which was 6.25 higher than the previous day. The implied volatity was 22.38, the open interest changed by -58 which decreased total open position to 465


On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 21.25, which was 2.25 higher than the previous day. The implied volatity was 23.5, the open interest changed by 83 which increased total open position to 522


On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 19.25, which was 0.25 higher than the previous day. The implied volatity was 24.89, the open interest changed by 25 which increased total open position to 439


On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 19.5, which was -1.5 lower than the previous day. The implied volatity was 24.41, the open interest changed by 17 which increased total open position to 414


On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 20.5, which was -1.5 lower than the previous day. The implied volatity was 24.4, the open interest changed by 7 which increased total open position to 396


On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 23.53, the open interest changed by -1 which decreased total open position to 389


On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 21.8, which was -1.2 lower than the previous day. The implied volatity was 23.24, the open interest changed by -10 which decreased total open position to 392


On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 23.8, which was 5.8 higher than the previous day. The implied volatity was 23.65, the open interest changed by 35 which increased total open position to 401


On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 18.7, which was -0.3 lower than the previous day. The implied volatity was 0, the open interest changed by 33 which increased total open position to 366


On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 18.3, which was -5.7 lower than the previous day. The implied volatity was 0, the open interest changed by 218 which increased total open position to 333


On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 24, which was -5 lower than the previous day. The implied volatity was 0, the open interest changed by 59 which increased total open position to 115


On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 29.2, which was -4.8 lower than the previous day. The implied volatity was 22.9, the open interest changed by 17 which increased total open position to 55


On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 34, which was -2.5 lower than the previous day. The implied volatity was 20.61, the open interest changed by 8 which increased total open position to 39


On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 37.95, which was 12.8 higher than the previous day. The implied volatity was 23.14, the open interest changed by 13 which increased total open position to 31


On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 25.15, which was 1.15 higher than the previous day. The implied volatity was 21.82, the open interest changed by 9 which increased total open position to 19


On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 24, which was -2.5 lower than the previous day. The implied volatity was 20.46, the open interest changed by 6 which increased total open position to 9


On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 26.5, which was -10.2 lower than the previous day. The implied volatity was 21.76, the open interest changed by 2 which increased total open position to 2


On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 28-Jul-2026 (27d) 800 PE
Delta: -0.44
Vega: 0.01
Theta: -0.3
Gamma: 0.00703
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 803.60 18.85 -3.15 (-14.32%) 24.51 3,558 1,670 11,248
25 Jun 796.30 21.4 -3.25 (-13.18%) 22.31 7,123 2,881 9,578
24 Jun 793.20 24.65 -11 (-30.86%) 23.75 1,947 633 6,697
23 Jun 774.65 35.9 7.3 (25.52%) 23.08 2,103 1,229 6,064
22 Jun 786.40 29 -3 (-9.38%) 23.71 1,996 1,424 4,829
19 Jun 779.80 32.35 4.45 (15.95%) 23.59 2,094 1,390 3,402
18 Jun 799.00 26.8 -9.6 (-26.37%) 27.92 1,613 591 2,010
17 Jun 787.10 36.6 -1.6 (-4.19%) 30.03 988 426 1,419
16 Jun 784.90 38 -5.45 (-12.54%) 30.13 312 179 993
15 Jun 777.35 43.25 -3.8 (-8.08%) 31.57 864 527 814
12 Jun 772.45 46.5 -20.5 (-30.60%) 30.64 226 53 288
11 Jun 744.60 67 1.9 (2.92%) 33.73 30 6 235
10 Jun 746.85 65.2 -6.05 (-8.49%) 33.29 18 -3 229
9 Jun 738.35 71.25 -2.75 (-3.72%) 33.63 9 2 232
8 Jun 738.65 74 10.5 (16.54%) 34.99 33 -6 231
5 Jun 747.05 63.5 4.7 (7.99%) 30.88 12 6 238
4 Jun 754.20 58.8 -1 (-1.67%) 31.41 2 0 233
3 Jun 753.65 59.8 -0.2 (-0.33%) 30.37 25 6 233
2 Jun 748.25 60 -8 (-11.76%) 29.05 10 2 227
1 Jun 742.70 68 5.25 (8.37%) 30.6 18 9 225
29 May 744.55 65 8.45 (14.94%) 28.31 57 28 215
27 May 758.65 56.1 12.95 (30.01%) 28.62 69 50 186
26 May 778.90 43.1 0.9 (2.13%) 28.04 47 0 136
25 May 786.85 42.9 -14.8 (-25.65%) 30.36 53 -11 135
22 May 766.80 57.7 -7.9 (-12.04%) 32.8 5 1 146
21 May 759.15 65.6 9.05 (16.00%) 34.15 43 36 141
20 May 759.50 56.55 -1.45 (-2.50%) 28.44 8 3 105
19 May 762.45 58 0.8 (1.40%) 30.66 10 8 102
18 May 768.65 57.2 2.2 (4.00%) 32.77 61 57 94
15 May 767.50 55 1.75 (3.29%) 31.7 19 10 37
14 May 769.55 53.25 -16.75 (-23.93%) 31.04 7 4 27
13 May 749.60 70 16 (29.63%) 0 7 6 23
12 May 750.45 54 0 (0.00%) 0 0 0 17
11 May 763.65 54 9 (20.00%) 26.97 2 1 16
8 May 780.85 45 4.5 (11.11%) 26.83 5 3 13
7 May 796.05 40.5 40.5 (-23.87%) 22.73 0 0 10
6 May 796.55 40.5 -12.7 (-23.87%) 22.73 4 1 9
5 May 772.30 53.2 11.2 (26.67%) 30.38 6 5 7
4 May 779.40 42 -0.7 (-1.64%) 24.29 2 1 1
30 Apr 771.70 0 0 - 0 0 0
29 Apr 779.00 0 0 - 0 0 0


For Hdfc Bank Ltd - strike price 800 expiring on 28JUL2026

Delta for 800 PE is -0.44

Historical price for 800 PE is as follows

On 29 Jun HDFCBANK was trading at 803.60. The strike last trading price was 18.85, which was -3.15 lower than the previous day. The implied volatity was 24.51, the open interest changed by 1670 which increased total open position to 11248


On 25 Jun HDFCBANK was trading at 796.30. The strike last trading price was 21.4, which was -3.25 lower than the previous day. The implied volatity was 22.31, the open interest changed by 2881 which increased total open position to 9578


On 24 Jun HDFCBANK was trading at 793.20. The strike last trading price was 24.65, which was -11 lower than the previous day. The implied volatity was 23.75, the open interest changed by 633 which increased total open position to 6697


On 23 Jun HDFCBANK was trading at 774.65. The strike last trading price was 35.9, which was 7.3 higher than the previous day. The implied volatity was 23.08, the open interest changed by 1229 which increased total open position to 6064


On 22 Jun HDFCBANK was trading at 786.40. The strike last trading price was 29, which was -3 lower than the previous day. The implied volatity was 23.71, the open interest changed by 1424 which increased total open position to 4829


On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 32.35, which was 4.45 higher than the previous day. The implied volatity was 23.59, the open interest changed by 1390 which increased total open position to 3402


On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 26.8, which was -9.6 lower than the previous day. The implied volatity was 27.92, the open interest changed by 591 which increased total open position to 2010


On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 36.6, which was -1.6 lower than the previous day. The implied volatity was 30.03, the open interest changed by 426 which increased total open position to 1419


On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 38, which was -5.45 lower than the previous day. The implied volatity was 30.13, the open interest changed by 179 which increased total open position to 993


On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 43.25, which was -3.8 lower than the previous day. The implied volatity was 31.57, the open interest changed by 527 which increased total open position to 814


On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 46.5, which was -20.5 lower than the previous day. The implied volatity was 30.64, the open interest changed by 53 which increased total open position to 288


On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 67, which was 1.9 higher than the previous day. The implied volatity was 33.73, the open interest changed by 6 which increased total open position to 235


On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 65.2, which was -6.05 lower than the previous day. The implied volatity was 33.29, the open interest changed by -3 which decreased total open position to 229


On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 71.25, which was -2.75 lower than the previous day. The implied volatity was 33.63, the open interest changed by 2 which increased total open position to 232


On 8 Jun HDFCBANK was trading at 738.65. The strike last trading price was 74, which was 10.5 higher than the previous day. The implied volatity was 34.99, the open interest changed by -6 which decreased total open position to 231


On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 63.5, which was 4.7 higher than the previous day. The implied volatity was 30.88, the open interest changed by 6 which increased total open position to 238


On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 58.8, which was -1 lower than the previous day. The implied volatity was 31.41, the open interest changed by 0 which decreased total open position to 233


On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 59.8, which was -0.2 lower than the previous day. The implied volatity was 30.37, the open interest changed by 6 which increased total open position to 233


On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 60, which was -8 lower than the previous day. The implied volatity was 29.05, the open interest changed by 2 which increased total open position to 227


On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 68, which was 5.25 higher than the previous day. The implied volatity was 30.6, the open interest changed by 9 which increased total open position to 225


On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 65, which was 8.45 higher than the previous day. The implied volatity was 28.31, the open interest changed by 28 which increased total open position to 215


On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 56.1, which was 12.95 higher than the previous day. The implied volatity was 28.62, the open interest changed by 50 which increased total open position to 186


On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 43.1, which was 0.9 higher than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 136


On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 42.9, which was -14.8 lower than the previous day. The implied volatity was 30.36, the open interest changed by -11 which decreased total open position to 135


On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 57.7, which was -7.9 lower than the previous day. The implied volatity was 32.8, the open interest changed by 1 which increased total open position to 146


On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 65.6, which was 9.05 higher than the previous day. The implied volatity was 34.15, the open interest changed by 36 which increased total open position to 141


On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 56.55, which was -1.45 lower than the previous day. The implied volatity was 28.44, the open interest changed by 3 which increased total open position to 105


On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 58, which was 0.8 higher than the previous day. The implied volatity was 30.66, the open interest changed by 8 which increased total open position to 102


On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 57.2, which was 2.2 higher than the previous day. The implied volatity was 32.77, the open interest changed by 57 which increased total open position to 94


On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 55, which was 1.75 higher than the previous day. The implied volatity was 31.7, the open interest changed by 10 which increased total open position to 37


On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 53.25, which was -16.75 lower than the previous day. The implied volatity was 31.04, the open interest changed by 4 which increased total open position to 27


On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 70, which was 16 higher than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 23


On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 17


On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 54, which was 9 higher than the previous day. The implied volatity was 26.97, the open interest changed by 1 which increased total open position to 16


On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 45, which was 4.5 higher than the previous day. The implied volatity was 26.83, the open interest changed by 3 which increased total open position to 13


On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 40.5, which was 40.5 higher than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 10


On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 40.5, which was -12.7 lower than the previous day. The implied volatity was 22.73, the open interest changed by 1 which increased total open position to 9


On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 53.2, which was 11.2 higher than the previous day. The implied volatity was 30.38, the open interest changed by 5 which increased total open position to 7


On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 42, which was -0.7 lower than the previous day. The implied volatity was 24.29, the open interest changed by 1 which increased total open position to 1


On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0